EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"Moment selection"
Narrow search

Narrow search

Year of publication
Subject
All
adaptive moment selection 8 conditional moments 8 infinite dimensional constraints 8 partial identification 7 Asymptotic size 6 bound analysis 6 Asymptotic power 5 Confidence set 5 Generalized moment selection 5 Moment inequalities 5 Schätztheorie 5 clr2bound 5 clr3bound 5 clrbound 5 clrtest 5 Mathematische Optimierung 4 Cramer-von Mises 3 Estimation theory 3 Kolmogorov-Smirnov 3 Test 3 anti-concentration inequalities 3 concentration inequalities 3 linear programming 3 moderate deviations 3 non-Donsker empirical process methods 3 strong approximation 3 Akaike information criterion 2 Bayesian information criterion 2 Bound analysis 2 Conditional moment inequalities 2 Exact size 2 Mathematical programming 2 Method of moments 2 Momentenmethode 2 Partial identification 2 Refined moment selection 2 generalized method of moments estimator 2 instrumental variables estimator 2 model selection 2 moment selection 2
more ... less ...
Online availability
All
Free 19 CC license 1
Type of publication
All
Book / Working Paper 17 Article 1 Other 1
Type of publication (narrower categories)
All
Working Paper 6 Arbeitspapier 2 Graue Literatur 2 Non-commercial literature 2 Article in journal 1 Aufsatz in Zeitschrift 1
Language
All
English 14 Undetermined 5
Author
All
Andrews, Donald W.K. 8 Chernozhukov, Victor 8 Lee, Sokbae 6 Kim, Wooyoung 5 Rosen, Adam 5 Rosen, Adam M. 3 Shi, Xiaoxia 3 Jia, Panle 2 Sokbae 'Simon' Lee 2 Alastair R. Hall 1 Atsushi Inoue 1 Chatelain, Jean-Bernard 1 Denis Pelletier 1 Fan, Yanqin 1 Jiang, Shuo 1 Lu, Biao 1 Peter Bloomfield 1 Shi, Xuetao 1 Shin, Changmock 1 Soares, Gustavo 1
more ... less ...
Institution
All
Cowles Foundation for Research in Economics, Yale University 8 Centre for Microdata Methods and Practice (CEMMAP) 2 HAL 1
Published in...
All
Cowles Foundation Discussion Papers 8 cemmap working paper 4 CEMMAP working papers / Centre for Microdata Methods and Practice 2 CeMMAP working papers 2 Post-Print / HAL 1 Quantitative economics : QE ; journal of the Econometric Society 1
Source
All
RePEc 11 EconStor 4 ECONIS (ZBW) 3 BASE 1
Showing 1 - 10 of 19
Cover Image
Estimation and inference in games of incomplete information with unobserved heterogeneity and large state space
Fan, Yanqin; Jiang, Shuo; Shi, Xuetao - In: Quantitative economics : QE ; journal of the … 15 (2024) 4, pp. 893-938
matchings, we propose a novel and computationally fast multistep moment selection procedure. We show that asymptotically, it …
Persistent link: https://www.econbiz.de/10015189765
Saved in:
Cover Image
Inference for Parameters Defined by Moment Inequalities: A Recommended Moment Selection Procedure
Andrews, Donald W.K.; Jia, Panle - Cowles Foundation for Research in Economics, Yale University - 2008
these methods. We provide a recommended test statistic, moment selection critical value method, and implementation method …. In addition, we provide a data-dependent procedure for choosing the key moment selection tuning parameter and a data …
Persistent link: https://www.econbiz.de/10005762779
Saved in:
Cover Image
Inference for Parameters Defined by Moment Inequalities: A Recommended Moment Selection Procedure
Andrews, Donald W.K.; Jia, Panle - Cowles Foundation for Research in Economics, Yale University - 2008
. We provide a recommended test statistic, moment selection critical value method, and implementation method. We provide … data-dependent procedures for choosing the key moment selection tuning parameter kappa and a size-correction factor eta. …
Persistent link: https://www.econbiz.de/10009209702
Saved in:
Cover Image
Implementing intersection bounds in Stata
Chernozhukov, Victor; Kim, Wooyoung; Lee, Sokbae; … - 2014
We present the clrbound, clr2bound, clr3bound, and clrtest commands for estimation and inference on intersection bounds as developed by Chernozhukov et al. (2013). The intersection bounds framework encompasses situations where a population parameter of interest is partially identified by a...
Persistent link: https://www.econbiz.de/10011282650
Saved in:
Cover Image
Implementing intersection bounds in Stata
Chernozhukov, Victor; Kim, Wooyoung; Lee, Sokbae; … - 2014
We present the clrbound, clr2bound, clr3bound, and clrtest commands for estimation and inference on intersection bounds as developed by Chernozhukov et al. (2013). The intersection bounds framework encompasses situations where a population parameter of interest is partially identified by a...
Persistent link: https://www.econbiz.de/10010357244
Saved in:
Cover Image
Inference for Parameters Defined by Moment Inequalities Using Generalized Moment Selection
Andrews, Donald W.K.; Soares, Gustavo - Cowles Foundation for Research in Economics, Yale University - 2007
generalized moment selection (GMS). GMS procedures are shown to have correct asymptotic size in a uniform sense and are shown not …
Persistent link: https://www.econbiz.de/10005464003
Saved in:
Cover Image
Implementing intersection bounds in Stata
Chernozhukov, Victor; Kim, Wooyoung; Lee, Sokbae; … - 2013
We present the clrbound, clr2bound, clr3bound, and clrtest com- mands for estimation and inference on intersection bounds as developed by Chernozhukov et al. (2013). The commands clrbound, clr2bound, and clr3bound provide bound estimates that can be used directly for estimation or to construct...
Persistent link: https://www.econbiz.de/10010318729
Saved in:
Cover Image
Implementing intersection bounds in Stata
Chernozhukov, Victor; Kim, Wooyoung; Sokbae 'Simon' Lee; … - Centre for Microdata Methods and Practice (CEMMAP) - 2013
We present the clrbound, clr2bound, clr3bound and clrtest commands for estimation and inference developed by Chernozhukov et al. (2013). The commands clrbound, clr2bound and clr3bound provide bound estimates that can be used directly for estimation or to construct asymptotically valid confidence...
Persistent link: https://www.econbiz.de/10010827521
Saved in:
Cover Image
Implementing intersection bounds in Stata
Chernozhukov, Victor; Kim, Wooyoung; Lee, Sokbae; … - 2013
We present the clrbound, clr2bound, clr3bound, and clrtest commands for estimation and inference on intersection bounds as developed by Chernozhukov et al. (2013). The commands clrbound, clr2bound, and clr3bound provide bound estimates that can be used directly for estimation or to construct...
Persistent link: https://www.econbiz.de/10009781173
Saved in:
Cover Image
Intersection bounds: Estimation and inference
Chernozhukov, Victor; Lee, Sokbae; Rosen, Adam - 2012
inequality/moment selection methods. We provide conditions for the use of nonparametric kernel and series estimators, including a …
Persistent link: https://www.econbiz.de/10010318689
Saved in:
  • 1
  • 2
  • Next
  • Last
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...